SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 24.88 | 0.53 | HOLD | |
AHS | LONG | 15.44 | 0.26 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.37 | -1.18 | HOLD |
BHP | SHORT | 58.26 | -0.73 | HOLD | |
BLT | LONG | 12.01 | 0.59 | HOLD | |
BLX | SHORT | 24.47 | 4.53 | HOLD | |
BPOP | Regional Banks | SHORT | 32.28 | -1.07 | HOLD |
C | SHORT | 49.63 | -1.16 | HOLD | |
CEF | SHORT | 13.71 | 0.37 | HOLD | |
CIT | SHORT | 49.36 | 0.39 | HOLD | |
DENN | Restaurants | LONG | 5.84 | -0.85 | HOLD |
DEST | LONG | 27.75 | 0.91 | HOLD | |
ESI | LONG | 26.00 | 2.20 | HOLD | |
FRED | LONG | 16.83 | 0.42 | HOLD | |
GLP | LONG | 38.56 | -4.20 | HOLD | |
GPI | Retail (Specialty) | LONG | 67.40 | 0.03 | HOLD |
HBC | SHORT | 54.06 | -0.04 | HOLD | |
ICFI | LONG | 33.07 | 1.38 | HOLD | |
INWK | LONG | 11.00 | 0.00 | HOLD | |
ISBC | SHORT | 22.18 | -1.11 | HOLD | |
KMR | SHORT | 85.66 | -0.05 | HOLD | |
KNL | Furniture and Fixtures | LONG | 15.43 | 2.19 | HOLD |
KOP | LONG | 39.87 | 0.15 | HOLD | |
KRNY | SHORT | 10.62 | -0.75 | HOLD | |
LINE | SHORT | 26.64 | 2.50 | HOLD | |
MT | SHORT | 11.67 | 0.60 | HOLD | |
NP | LONG | 35.51 | 1.60 | BUY | |
NSH | SHORT | 25.92 | 0.04 | HOLD | |
NSIT | LONG | 19.41 | 0.88 | HOLD | |
NVS | SHORT | 72.30 | 1.50 | HOLD | |
O | SHORT | 43.19 | -0.30 | HOLD | |
ONB | SHORT | 14.52 | -1.43 | HOLD | |
OZM | SHORT | 10.81 | 1.50 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 12.29 | 0.00 | HOLD |
PBY | LONG | 12.29 | -0.81 | HOLD | |
RJET | LONG | 11.46 | -0.35 | HOLD | |
SAFM | LONG | 72.79 | 3.15 | HOLD | |
SLV | Misc. Financial Services | SHORT | 18.50 | -0.38 | HOLD |
SPTN | LONG | 20.59 | 1.53 | SELL | |
STRA | LONG | 50.76 | 2.01 | HOLD | |
TECD | LONG | 48.52 | 0.50 | HOLD | |
TFSL | SHORT | 11.71 | -0.43 | HOLD | |
TKC | Communications Services | SHORT | 14.51 | -2.16 | HOLD |
USB | Regional Banks | SHORT | 37.07 | -0.59 | HOLD |
USNA | LONG | 76.47 | -1.23 | HOLD | |
VALE | SHORT | 12.85 | -0.46 | HOLD | |
VLY | SHORT | 9.81 | -1.51 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.44 | ||||
SHORTS | -0.08 | ||||
TOTAL | 0.52 | ||||
S&P 500 | 0.01 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -12.84 | 10.22 | -39.44 | -0.55 | -0.14 |
S&P 500 | 30.18 | 5.17 | -18.61 | 2.29 | 0.64 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, July 10, 2013
10-Jul-2013 Daily performance
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